+476.9%
NEM vs APA
+815.8%
-338.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.3% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | +23.1% | +23.4% | -0.3% | +18.7% |
| 3M | +18.5% | +12.7% | +5.8% | +15.5% |
| 6M | +7.8% | +39.4% | -31.6% | 0.0% |
| YTD | +29.1% | +79.0% | -49.8% | +14.3% |
| 1Y | +72.7% | +88.8% | -16.2% | +50.9% |
| 3Y | +248.7% | +6.4% | +242.4% | +227.7% |
| 5Y | +148.7% | +153.0% | -4.3% | +90.0% |
| 10Y | +304.8% | +7.5% | +297.2% | +192.4% |
| All | +476.9% | +815.8% | -338.9% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling